US Dollar to Moroccan Dirham AGARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
4.01%
decreased by 0.04%
1 Week
4.03%
decreased by 0.02%
1 Month
4.10%
increased by 0.05%
Analysis last updated: Sunday, June 14, 2026 at 01:45 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0004 | 11.32 | |
| 0.0315 | 36.33 | |
| 0.9670 | 1,124.47 | |
| 0.0000 | 0.00 |
Estimation Period:
Feb 1, 1995 to Jun 12, 2026
Feb 1, 1995 to Jun 12, 2026
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